Tour v340
EXC
EXELON CORP
$45.74 -2.51%
$45.80 (+0.13%)🌙
as of 07/15 06:35 PM
7/15 18:35

Option Volume

Detail
Current (07/15) 367
Calls: 241 (66%)
Puts: 126 (34%)
Prior (07/14) 236
Calls: 119 (50%)
Puts: 117 (50%)
Current vs Prior +55.51%
Calls: +102.52% (Calls)
Puts: +7.69% (Puts)
Prior 7-Day Total 2,727
Calls: 1,900 (70%)
Puts: 827 (30%)
Prior 7-Day Average 389
Calls: 271 (70%)
Puts: 118 (30%)
Current vs Prior 7-Day Avg -5.79%
Calls: -11.21%
Puts: +6.65%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $22.4K
Calls: $14.8K (66%)
Puts: $7.6K (34%)
Prior (07/14) $13.0K
Calls: $7.6K (58%)
Puts: $5.4K (42%)
Current vs Prior +72.95%
Calls: +95.87%
Puts: +40.67%
Prior 7-Day Total $336.1K
Calls: $247.9K (74%)
Puts: $88.2K (26%)
Prior 7-Day Average $48.0K
Calls: $35.4K (74%)
Puts: $12.6K (26%)
Current vs Prior 7-Day Avg -53.35%
Calls: -58.11%
Puts: -39.96%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.52
Prior (07/14) 0.98
Current vs Prior -46.82%
Prior 7-Day Average 0.51
Current vs Prior 7-Day Avg +3.36%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 13,920
Calls: 9,790 (70%)
Puts: 4,130 (30%)
Prior (07/14) 15,329
Calls: 12,370 (81%)
Puts: 2,959 (19%)
Current vs Prior -9.19%
Prior 7-Day Total 102,712
Calls: 86,097 (84%)
Puts: 16,615 (16%)
Prior 7-Day Average 14,673
Calls: 12,299 (84%)
Puts: 2,373 (16%)
Current vs Prior 7-Day Avg -5.13%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 3.39% | 7.61%3.39% | 7.61%
Prior 2.58% | 6.78%2.58% | 6.78%
Current vs Prior +31.40% | +12.26%+31.40% | +12.26%
Prior 7-Day Avg 3.45% | 7.22%3.45% | 7.22%
Current vs 7-Day Avg -1.92% | +5.42%-1.92% | +5.42%
Prior 7-Day Eod 2.58% | 6.78%2.58% | 6.78%
Current vs 7-Day Eod +31.40% | +12.26%+31.40% | +12.26%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 25.01% | 19.51%
Calls: 25.51% | 19.35%
Puts: 24.51% | 19.66%
Prior 25.01% | 19.51%
Calls: 25.51% | 19.35%
Puts: 24.51% | 19.66%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 25.01% | 19.51%
Calls: 25.51% | 19.35%
Puts: 24.51% | 19.66%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($14.8K). Elevated premium activity with dollar volume up 73% vs prior. Above-average activity with volume up 56% vs prior. Bullish P/C ratio of 0.52.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 6 found (avg delta 0.75, highest 0.89)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 215.806.80$6.3015.9%10.89--
$45.00Jul 170.601.50$1.0585.7%10.75--
$44.00Aug 212.303.20$2.7532.7%10.712
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Jul 170.401.55$0.98117.3%30.84--
$48.00Aug 212.403.30$2.8531.6%10.73109
$46.00Jul 170.050.95$0.50180.0%30.56--

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 221, top 49)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.050.30$0.18138.9%450.11184
$47.00Jul 170.000.30$0.15200.0%220.201.2K
$48.00Jul 170.000.35$0.18194.4%140.16407
$48.00Aug 210.300.80$0.5590.9%60.27341
$46.00Jul 170.100.65$0.38144.7%50.46--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.00Aug 210.350.90$0.6387.3%490.2949
$45.00Jul 170.000.40$0.20200.0%290.252.1K
$43.00Aug 210.350.55$0.4544.4%170.2134
$45.00Aug 210.701.35$1.0263.7%140.4072
$46.00Jul 170.050.95$0.50180.0%30.56--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 101.4%, max 216.8%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Jul 17Aug 2171.8%22.7%216.8%46184
$48.00Jul 17Aug 2162.4%23.7%162.8%20748
$47.00Jul 17Aug 2140.0%26.1%53.0%241.3K
$46.00Jul 17Aug 2133.0%26.1%26.6%7--
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$44.00Jul 17Aug 2141.2%22.9%79.6%511.5K
$45.00Jul 17Aug 2139.7%23.4%69.4%432.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 14.38, avg 3.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$48.00$50.00Jul 17$0.13$1.87$0.1314.38$48.13
$49.00$50.00Aug 21$0.15$0.85$0.155.67$49.15
$48.00$49.00Aug 21$0.22$0.78$0.223.55$48.22
$46.00$47.00Jul 17$0.23$0.77$0.233.35$46.23
$46.00$47.00Aug 21$0.40$0.60$0.401.50$46.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$44.00Jul 17$0.15$0.85$0.155.67$44.85
$44.00$43.00Aug 21$0.18$0.82$0.184.56$43.82
$46.00$45.00Jul 17$0.30$0.70$0.302.33$45.70
$45.00$44.00Aug 21$0.39$0.61$0.391.56$44.61
$47.00$46.00Jul 17$0.48$0.52$0.481.08$46.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 7.89, avg 1.22)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$44.00Aug 21$3.55$3.55$0.457.89$43.55
$44.00$46.00Aug 21$1.37$1.37$0.632.17$45.37
$45.00$46.00Jul 17$0.67$0.67$0.332.03$45.67
$47.00$48.00Aug 21$0.43$0.43$0.570.75$47.43
$46.00$47.00Aug 21$0.40$0.40$0.600.67$46.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$48.00$45.00Aug 21$1.83$1.83$1.171.56$46.17
$47.00$46.00Jul 17$0.48$0.48$0.520.92$46.52
$45.00$44.00Aug 21$0.39$0.39$0.610.64$44.61
$46.00$45.00Jul 17$0.30$0.30$0.700.43$45.70
$44.00$43.00Aug 21$0.18$0.18$0.820.22$43.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.62, cheapest $0.13)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Jul 17Aug 21$0.1371.8%22.7%
$48.00Jul 17Aug 21$0.3762.4%23.7%
$47.00Jul 17Aug 21$0.8340.0%26.1%
$46.00Jul 17Aug 21$1.0033.0%26.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$44.00Jul 17Aug 21$0.5841.2%22.9%
$45.00Jul 17Aug 21$0.8239.7%23.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 1.92% of stock, avg 4.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$46.00Jul 17$0.38$0.50$0.88$45.12$46.881.92%
$47.00Jul 17$0.15$0.98$1.13$45.87$48.132.47%
$45.00Jul 17$1.05$0.20$1.25$43.75$46.252.73%
$44.00Aug 21$2.75$0.63$3.38$40.62$47.387.39%
$48.00Aug 21$0.55$2.85$3.40$44.60$51.407.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 23 found (cheapest 0.22% of stock, avg 2.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$44.00Jul 17$0.05$0.05$0.10$43.90$50.10
$47.00$44.00Jul 17$0.15$0.05$0.20$43.80$47.20
$48.00$44.00Jul 17$0.18$0.05$0.23$43.77$48.23
$50.00$45.00Jul 17$0.05$0.20$0.25$44.75$50.25
$47.00$45.00Jul 17$0.15$0.20$0.35$44.65$47.35
$48.00$45.00Jul 17$0.18$0.20$0.38$44.62$48.38
$46.00$44.00Jul 17$0.38$0.05$0.43$43.57$46.43
$46.00$45.00Jul 17$0.38$0.20$0.58$44.42$46.58
$50.00$43.00Aug 21$0.18$0.45$0.63$42.37$50.63
$49.00$43.00Aug 21$0.33$0.45$0.78$42.22$49.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 13 found (best R:R 4.56, avg credit $0.64)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
44/4547/48Aug 21$0.82$0.184.56$44.18$47.82
44/4546/47Aug 21$0.79$0.213.76$44.21$46.79
45/4849/50Aug 21$1.98$1.021.94$46.02$50.98
43/4447/48Aug 21$0.61$0.391.56$43.39$47.61
44/4548/49Aug 21$0.61$0.391.56$44.39$48.61
43/4446/47Aug 21$0.58$0.421.38$43.42$46.58
44/4549/50Aug 21$0.54$0.461.17$44.46$49.54
43/4448/49Aug 21$0.40$0.600.67$43.60$48.40
44/4546/47Jul 17$0.38$0.620.61$44.62$46.38
43/4449/50Aug 21$0.33$0.670.49$43.67$49.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 13.29, cheapest $0.07)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$48.00$49.00$50.00Aug 21$0.07$0.9313.29
$47.00$48.00$49.00Aug 21$0.21$0.793.76
$46.00$47.00$48.00Jul 17$0.26$0.742.85
$45.00$46.00$47.00Jul 17$0.44$0.561.27
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$44.00$45.00$46.00Jul 17$0.15$0.855.67
$45.00$46.00$47.00Jul 17$0.18$0.824.56
$43.00$44.00$45.00Aug 21$0.21$0.793.76

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-0.01, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$44.00$46.001:2Aug 21-$0.01$1.99
$48.00$49.001:2Aug 21-$0.11$0.89
$47.00$48.001:2Aug 21-$0.12$0.88
$47.00$48.001:2Jul 17-$0.21$0.79
$46.00$47.001:2Aug 21-$0.58$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$44.001:2Aug 21-$0.24$0.76
$44.00$43.001:2Aug 21-$0.27$0.73
$48.00$45.001:2Aug 21$0.81$2.19
$45.00$44.001:2Jul 17$0.10$0.90
$46.00$45.001:2Jul 17$0.10$0.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 2.40%, avg 1.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$46.00Aug 21$1.100.490.6%2.40%2.97%2--
$47.00Aug 21$0.700.382.8%1.53%4.29%2155
$48.00Aug 21$0.300.274.9%0.66%5.60%6341
$49.00Aug 21$0.150.187.1%0.33%7.46%3--
$46.00Jul 17$0.100.460.6%0.22%0.79%5--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 241
Total Puts 126
Put/Call Ratio 0.52
Net Difference 115

Prior's Put/Call Breakdown

Total Calls 119
Total Puts 117
Put/Call Ratio 0.98
Net Difference 2

Prior 7-Day Put/Call Summary

Total Calls 1,900
Total Puts 827
Average Put/Call Ratio 0.51
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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